+24.6%
XLP vs CNQ
+74.2%
-49.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -2.5% | -0.7% | -1.9% | -2.5% |
| 30D | -1.9% | +6.7% | -8.6% | -2.1% |
| 3M | -2.1% | +12.8% | -14.9% | -2.6% |
| 6M | -1.8% | +13.3% | -15.2% | -2.4% |
| YTD | +8.3% | +53.1% | -44.7% | +5.8% |
| 1Y | +6.8% | +66.1% | -59.2% | +3.9% |
| All | +24.6% | +74.2% | -49.5% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CNQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling